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Trade: YFI/USDT/480/JMA/LINREG/7118

Strategy
YFI/USDT/480/JMA/LINREG/7118
Pair
YFI_USDT
Interval
8h
Score
393357
Daily Profit
0.198968
Profit Factor
1.612954
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1876.670000
Evaluation Time
2025-09-30 02:49
Expiration Time
2025-11-25 01:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373398.0959 240062.6177 133335.4782 245391.1466 68713.1392 176678.0074
Total P&L (%) 373.3981 240.0626 133.3355 245.3911 68.7131 176.678
Avg Daily Profit (%) 0.199 0.1279 0.071 0.0661 0.0279 0.0542
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84094 -66312 -69207 -368193 -179923 -282084
Profit Factor 1.613 1.874 1.3986 1.1306 1.0774 1.1782
Total Trades 98 49 49 98 49 49
Winning Trades 49 21 28 49 21 28
Losing Trades 49 28 21 49 28 21
Profitability (%) 50 42.8571 57.1429 50 42.8571 57.1429
Ratio Avg Win / Avg Loss 1.613 2.4987 1.0489 1.1306 1.4365 0.8836
Largest Winning Trade 85598 85598 52538 162126 162126 117675
Largest Losing Trade -60520 -34497 -60520 -241227 -106442 -241227
Avg Bars in Trades 55 43 66 55 43 66
Avg Bars in Winners 59 38 74 59 38 74
Avg Bars in Losers 51 47 56 51 47 56
Bars Traded 5425 2148 3277 5425 2148 3277
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393357 -21372 -96365 -181344 -293790 -145654
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1601049600000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759189739596,
    "expiration_time": 1764025920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            373398.0958791178,
            240062.6176698467,
            133335.4782092709,
            245391.1466373426,
            68713.1392333258,
            176678.0074040166
        ],
        [
            373.398096,
            240.062618,
            133.335478,
            245.391147,
            68.713139,
            176.678007
        ],
        [
            0.198968,
            0.127919,
            0.071049,
            0.06607,
            0.027874,
            0.054243
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84094,
            -66312,
            -69207,
            -368193,
            -179923,
            -282084
        ],
        [
            1.612954,
            1.874025,
            1.398593,
            1.130577,
            1.077405,
            1.178181
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            50,
            42.857143,
            57.142857,
            50,
            42.857143,
            57.142857
        ],
        [
            1.612954,
            2.4987,
            1.048945,
            1.130577,
            1.43654,
            0.883636
        ],
        [
            85598,
            85598,
            52538,
            162126,
            162126,
            117675
        ],
        [
            -60520,
            -34497,
            -60520,
            -241227,
            -106442,
            -241227
        ],
        [
            55,
            43,
            66,
            55,
            43,
            66
        ],
        [
            59,
            38,
            74,
            59,
            38,
            74
        ],
        [
            51,
            47,
            56,
            51,
            47,
            56
        ],
        [
            5425,
            2148,
            3277,
            5425,
            2148,
            3277
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393357,
            -21372,
            -96365,
            -181344,
            -293790,
            -145654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1601049600000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759189739596,
    "expiration_time": 1764025920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)